PHY408H1: Time Series Analysis

Hours

12L/24P

The analysis of digital sequences; filters; the Fourier Transform; windows; truncation effects; aliasing; auto and cross-correlation; stochastic processes, power spectra; least squares filtering; application to real data series and experimental design.

Prerequisite
PHY407H1/ PHY224H1/ PHY250H1/ PHY254H1/ PHY324H1. PHY408H1 may be taken in third or fourth year
Corequisite
Any third or fourth year lecture course in Physics
Distribution Requirements
Science
Breadth Requirements
The Physical and Mathematical Universes (5)
Mode of Delivery
In Class